| commit | author | age | ||
| 5d61a1 | 1 | """.#protocol.py handling protocol.""" |
| JG | 2 | import book |
| 3 | ||
| 4 | ||
| 5 | def handleMessage(bs: {str, book.Book}, message: {str, str}): | |
| 6 | """Handle message from exchange.""" | |
| 7 | if (message["type"] in {"FUTURE", "SPREAD", "CALL", "PUT"}): | |
| 8 | announce(bs, message) | |
| 9 | elif (message["type"] == "SETTLEMENT"): | |
| 10 | settle(bs, message) | |
| 11 | elif (message["type"] == "ADDED"): | |
| 12 | addOrder(bs, message) | |
| 13 | elif (message["type"] == "DELETED"): | |
| 14 | pass | |
| 15 | ||
| 16 | ||
| 17 | def announce(bs: {str, book.Book}, message: {str, str}): | |
| 18 | """Announce message.""" | |
| 19 | # print(message) | |
| 20 | bs[message["product"]] = book.Book(message["type"], message["product"], | |
| 21 | message["stationId"], message["unit"], | |
| 22 | message["expiry"], | |
| 23 | message["aggressiveFee"], | |
| 24 | message["passiveFee"], | |
| 25 | message["brokerFee"]) | |
| 26 | ||
| 27 | ||
| 28 | def settle(bs: {str, book.Book}, message: {str, str}): | |
| 29 | """Settle order.""" | |
| 30 | bs.pop(message["product"])#.printBook() | |
| 31 | ||
| 32 | def addOrder(bs: {str, book.Book}, message: {str, str}): | |
| 33 | """Order added to exchange.""" | |
| 34 | price = message["price"] | |
| 35 | volume = message["resting"] + message["filled"] | |
| 36 | if (message["side"] == "BUY"): | |
| 37 | side = book.OrderSide.Buy | |
| 38 | else: | |
| 39 | side = book.OrderSide.Sell | |
| 40 | bs[message["product"]].addOrder(book.Order(price, side, volume)) | |
